To appreciate the differences in size: a Bachmann HO scale locomotive is 1/87th the size of the prototype it is modeled after; a Bachmann N scale locomotive is about 1/120th the size of the prototype; a Bachmann On30 scale locomotive is basically an O scale sized body that runs on HO track and a Bachmann G scale locomotive is about 1/32nd the size of the prototype.
Bachmann starter sets are a great way to get started with model trains. They come with a train engine, train track, a power supply and a train controller. Again, Bachmann train sets come in all 4 scales and in prices to fit all budgets: from the very inexpensive Bachmann Thomas the Train starter sets that are great toy trains for kids to play with (with adult supervision) to more detailed Bachmann Spectrum train sets that are a little more expensive but are nice model trains based on real-world trains -- such as the Bachmann Acela train set.
Also, the Bachmann Trim A Train -- or Bachmann Trim-A-Train -- is a popular Christmas train set.